+513.3%
XRT vs HDB
+970.6%
-457.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -4.2% | -2.8% | -1.4% | -3.3% |
| 3M | +5.1% | -3.5% | +8.6% | +5.9% |
| 6M | +2.4% | -24.7% | +27.1% | +11.8% |
| YTD | +3.2% | -36.6% | +39.8% | +19.2% |
| 1Y | +1.5% | -34.4% | +35.9% | +15.6% |
| 3Y | +40.6% | -24.4% | +65.0% | +49.8% |
| 5Y | -1.0% | -35.4% | +34.4% | +9.7% |
| 10Y | +128.4% | +39.5% | +88.9% | +80.7% |
| All | +513.3% | +970.6% | -457.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling